There's no well-defined frequency there. It changes with time. And it's pretty hard to tune your radio to a signal with a frequency that is changing drastically all the time. Moreover, these are fairly low frequencies, at least when we're talking about radio signals. It's hard to get an antenna to transmit at 20,000 Hz, much less 20 Hz. So what's the solution? Use a carrier wave. A carrier wave is a wave with a frequency far higher than that of the signal (and I mean far higher — for AM radio, frequencies around onemillion Hz are often used!) which is used to transmit the signal. This is done through the process of modulation. Modulation is, in essence, a process in which a certain property of the carrier wave is multiplied by the signal. It's...well, perhaps we'd be better off with some pictures at this point. Say that this is the signal that we want to send:

Hopefully that gets the idea across. Mind you, there are otherkindsof modulation out there — amplitude modulation was just the first to be used, and when it comes to explaining what a carrier wave is, it's also the most pedagogically valuable. The details of modulation are best left for another node.

*NB: This is not to scale at all — carrier waves generally have wavelengths hundreds of times shorter than the signal they carry.